Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, daily‑traded, tech‑first strategy that buys dips and rides uptrends; flips into volatility hedges, inverse funds, cash, or managed‑futures when markets overheat. Very high risk due to leveraged and volatility ETFs.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
7 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
0.0% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-07-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 67% · 2026-10-19 ()
66.3% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
45 of 116 funds in its are : CONL, CURE, DOG, DRN, DRV, EDC, EDZ, ERX, FAS, KOLD, LABD, LABU, NAIL, NVDX, PSQ, QLD, RETL, ROM, RWM, SH, SOXL, SPUU, SPXL, SPXU, SPYU, SQQQ, SRTY, SSO, SVIX, SVXY, TBF, TECL, TECS, TMF, TMV, TQQQ, UCO, UDN, UPRO, URTY, UST, UVIX, UVXY, YANG, YINN
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Aggressive risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
Each day it decides between “risk‑on” and “risk‑off.” It buys 3x tech/semis (e.g., TQQQ/TECL/SOXL) when trends are up or prices look washed out, and flips to safety (T‑Bills), inverse funds (PSQ/SQQQ), or volatility funds (VIXY/VXX/UVXY) when markets look overheated. It may switch to managed‑futures ETFs (KMLM/DBMF) when stocks are choppy. Signals use a 0–100 “heat” score (RSI): high=overheated, low=oversold.
Aggressive, daily‑traded, tech‑first strategy that buys dips and rides uptrends; flips into volatility hedges, inverse funds, cash, or managed‑futures when markets overheat. Very high risk due to leveraged and volatility ETFs.
Out-of-sample, this aggressive tech‑first strategy targets higher upside than the S&P: 27.21% annualized return vs 23.27%, with dynamic hedges and rotations. Large drawdowns (~43%) are possible—suitable for risk‑tolerant growth seekers.
Changed sort to 20 day CR
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $347k | 2026-10-19 | |
| Backtest regulatory fees | $1,919 | 2026-10-19 | |
| Backtest slippage cost | $15k | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, managed futures rotation, mean reversion, tactical asset allocation, tech momentum, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 3,193 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.68 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "ALTY", "AVUV", "BIL", "BND", "BSV", "BTAL", "CLSE", "CONL", "CORP", "COST", "CTA", "CURE", "DBMF", "DBO", "DOG", "DRN", "DRV", "EDC", "EDV", "EDZ", "EEM", "ERX", "FAS", "FCG", "FMF", "FNGS", "FTLS", "FXE", "FXI", "GE", "GLD", "IEF", "IEI", "IOO", "IWM", "IYR", "KMLM", "KOLD", "LABD", "LABU", "LLY", "MGC", "NAIL", "NVDA", "NVDX", "NVO", "PDBC", "PGR", "PSQ", "QAI", "QLD", "QQQ", "QQQE", "RETL", "ROM", "RWM", "SCHX", "SGOV", "SH", "SHV", "SLV", "SMH", "SOXL", "SOXX", "SPUU", "SPXL", "SPXU", "SPY", "SPYU", "SQQQ", "SRTY", "SSO", "STIP", "SVIX", "SVXY", "TBF", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UCO", "UDN", "UNG", "UPRO", "URTY", "USDU", "UST", "UUP", "UVIX", "UVXY", "VBF", "VDE", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VPU", "VTI", "VTV", "VXX", "WTMF", "XBI", "XLE", "XLF", "XLK", "XLP", "XLRE", "XLU", "XLV", "XLY", "YANG", "YINN" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.89 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-19 |
| Remixes (copies) | 131 | 2026-10-19 | |
| Watchers | 37 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 679 | 2026-10-19 | |
| Out-of-sample length | 358 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 272.07% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 3366% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.21% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 40.09% | ||
| Return, trailing 1 day (out-of-sample) | 1.50% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -2.38% | ||
| Return, trailing 1 week (out-of-sample) | -4.28% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -25.46% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | -12.06% | ||
| Return, trailing 2 weeks (out-of-sample) | -8.52% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 13.71% | ||
| SPY annualized return over the backtest window (backtest) | 19.06% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 6.30 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.63 | ||
| Maximum drawdown, backtest period (backtest) | -43.21% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -43.21% | ||
| Sharpe ratio, backtest period (backtest) | 1.99 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.72 | ||
| Sortino ratio, backtest period (backtest) | 3.96 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.85 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 81.03% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 55.32% |
| Annualized turnover, backtest period (backtest) | 102.61 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 105.88 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 60.09% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.75% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
